+121.4%
BKR vs MOS
+13.3%
+108.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -5.7% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | -8.3% | +10.9% | -19.2% | -12.6% |
| 3M | -5.4% | +29.2% | -34.6% | -16.5% |
| 6M | +0.8% | -2.3% | +3.1% | -1.9% |
| YTD | +31.8% | +8.3% | +23.5% | +21.8% |
| 1Y | +28.6% | -21.2% | +49.8% | +36.1% |
| 3Y | +71.2% | -25.9% | +97.2% | +78.6% |
| 5Y | +179.2% | -9.4% | +188.6% | +146.9% |
| All | +121.4% | +13.3% | +108.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling